+1,474.1%
VTR vs ECL
+3,768.9%
-2,294.8%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | -2.4% | -0.8% | -1.6% | -2.0% |
| 30D | -3.7% | -2.5% | -1.3% | -2.6% |
| 3M | +13.5% | +8.3% | +5.2% | +8.4% |
| 6M | +7.2% | -1.1% | +8.3% | +6.9% |
| YTD | +17.6% | +6.5% | +11.1% | +12.5% |
| 1Y | +35.4% | +2.1% | +33.3% | +31.9% |
| 3Y | +132.8% | +57.6% | +75.2% | +76.2% |
| 5Y | +88.7% | +28.1% | +60.6% | +55.1% |
| 10Y | +87.6% | +153.2% | -65.6% | +9.7% |
| All | +1,474.1% | +3,768.9% | -2,294.8% | +257.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ECL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling